How to save Denoising Data and the noisy image of Cycles Render
A little late but maybe someone needs the solution: 
To render images and export also their denoising information, create a group of compositor nodes, link them and just render the image as usual. 

Example of what worked for me: 

def use_compositor_extra_information(noisy=True, albedo=False, normal=False, dir="D:/Renderings/"):


    bpy.context.scene.view_layers['View Layer'].cycles.denoising_store_passes = True
    bpy.context.scene.use_nodes = True

    tree = bpy.context.scene.node_tree
    # clear all nodes which were there before
    for node in tree.nodes:
        tree.nodes.remove(node)

    # create input node with all rendering layers
    render_layer_node = tree.nodes.new(type='CompositorNodeRLayers')
    composite_node = tree.nodes.new(type='CompositorNodeComposite')
    links = tree.links

    if noisy is True:
        # output of the noisy image
        noisy_image_node = tree.nodes.new(type='CompositorNodeOutputFile')
        noisy_image_node.base_path = os.path.normpath(dir)

        link_noisy = links.new(render_layer_node.outputs['Image'], noisy_image_node.inputs[0])

    if normal is True:
        # output of the normal image
        normal_image_node = tree.nodes.new(type='CompositorNodeOutputFile')
        normal_image_node.base_path = os.path.join(dir ,"normal")
        link_normal = links.new(render_layer_node.outputs['Denoising Normal'], normal_image_node.inputs[0])

    if albedo is True:
        # output of the albedo image
        albedo_image_node = tree.nodes.new(type='CompositorNodeOutputFile')
        albedo_image_node.base_path = os.path.join(dir , "albedo")
        link_albedo = links.new(render_layer_node.outputs['Denoising Albedo'], albedo_image_node.inputs[0])


When now rendering an image with: 

bpy.ops.render.render(animation=False, write_still=True)


The noisy and albedo images should be now in the given path.